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sas
2006 Apr 13
1
How does ccf() really work?
I can't understand the results from cross-correlation function ccf()
even though it should be simple.
Here's my short example:
*********
a<-rnorm(5);b<-rnorm(5)
a;b
[1] 1.4429135 0.8470067 1.2263730 -1.8159190 -0.6997260
[1] -0.4227674 0.8602645 -0.6810602 -1.4858726 -0.7008563
cc<-ccf(a,b,lag.max=4,type="correlation")
cc
Autocorrelations of series 'X',